I'm trying to make a strategy analyzer that is more suitable for the current strategy I'm running. However I have a couple of problems that I was hoping someone could help me with.
Basically I'm exporting data from NT to Excel and I am having a very hard time trying to find the right way of finding certain values:
- Cumulative profit by period, like the values you see under the "Periods" tab in Strategy Analyzer.
- Entry price of first trade
- Exit price of last trade
Also I have a question regarding how NT runs a backtest when I test multiple instruments. Does it run through one instrument at a time, or does it run through all of them at the same time bar by bar? I'm guessing its the first one, but I just have to be sure.
Is there any way to differentiate between the different instruments while it is backtesting? I'm asking because if I don't manage to differentiate between the instruments I will just see the last instrument NT tested in Excel.
Hope I made the questions understandable.
- Stoop
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